Pages that link to "Item:Q638815"
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The following pages link to Estimation of extreme risk regions under multivariate regular variation (Q638815):
Displaying 29 items.
- Estimation and uncertainty quantification for extreme quantile regions (Q73765) (← links)
- A nonparametric method for producing isolines of bivariate exceedance probabilities (Q127498) (← links)
- Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
- Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
- Bridging centrality and extremity: refining empirical data depth using extreme value statistics (Q892256) (← links)
- Extreme geometric quantiles in a multivariate regular variation framework (Q897840) (← links)
- Testing for central symmetry (Q900764) (← links)
- Multivariate risks and depth-trimmed regions (Q1003339) (← links)
- Estimation of the tail exponent of multivariate regular variation (Q1680794) (← links)
- Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
- Extreme value theory for anomaly detection -- the GPD classifier (Q2027086) (← links)
- Cube root weak convergence of empirical estimators of a density level set (Q2148981) (← links)
- Estimating failure probabilities (Q2348732) (← links)
- Estimating extreme bivariate quantile regions (Q2375848) (← links)
- Prediction Regions for Bivariate Extreme Events (Q4665405) (← links)
- Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation (Q4915653) (← links)
- On the estimation of extreme directional multivariate quantiles (Q5078040) (← links)
- Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events (Q5169503) (← links)
- Estimation of Extreme Depth-Based Quantile Regions (Q5381086) (← links)
- Algorithmic Learning Theory (Q5464495) (← links)
- Multivariate Hill Estimators (Q6064653) (← links)
- Estimation of multivariate tail quantities (Q6115547) (← links)
- On extreme quantile region estimation under heavy-tailed elliptical distributions (Q6536699) (← links)
- Sub-asymptotic motivation for new conditional multivariate extreme models (Q6541814) (← links)
- Asymptotics for credit portfolio losses due to defaults in a multi-sector model (Q6573348) (← links)
- Testing the Multivariate Regular Variation Model (Q6617812) (← links)
- Conditional Extremes in Asymmetric Financial Markets (Q6626295) (← links)
- Cross-validation on extreme regions (Q6635935) (← links)
- Maximum likelihood estimation of elliptical tail (Q6656678) (← links)
